Patrick Augustin

Patrick Augustin is an Associate Professor of Finance at McGill University's Desautels Faculty of Management, holding the prestigious Canada Research Chair in Macrofinance and Derivatives. He serves as Director of the McGill Luxembourg Centre for Finance and Academic Director of the Master of Management in Finance (MMF Luxembourg) program. His academic leadership extends to being an Associate Fellow at the Canadian Derivatives Institute and serving as associate editor for Management Science, the Journal of Banking and Finance, and the International Review of Finance.

Dr. Augustin earned his PhD in Finance from the Stockholm School of Economics following a Master's in Banking and Finance from the Luxembourg School of Finance and a Master's in Monetary and Financial Economics from University Louis Pasteur Strasbourg. His educational background is complemented by an Executive Certificate in Banking and Finance from New York University.

His research expertise spans empirical asset pricing, international finance, sovereign credit risk, derivatives, and credit and liquidity risk. His scholarly work has been published in top-tier finance journals including the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, and Management Science, with findings widely covered in major financial media outlets such as The New York Times, The Wall Street Journal, and Bloomberg.

Analysis of his recent publications reveals a consistent focus on sovereign credit risk and derivatives markets, with increasing attention to contemporary challenges like the impact of pandemics on financial systems and cryptocurrency-related financial instruments. His research methodology combines sophisticated empirical techniques with practical financial applications, bridging academic rigor with real-world relevance.

• 2022 Bank of Canada Governor's Award
• 2019 Canadian Derivatives Associate Fellowship
• 2018 Arthur Warga Award for Best Paper in Fixed Income
• Multiple best paper awards from prestigious finance associations
• Significant research funding from SSHRC, Global Risk Institute, and industry partners

Dr. Augustin has supervised numerous PhD students and has been involved in substantial research grants totaling millions of dollars. His work has been supported by organizations including SSHRC (multiple Insight Grants), the Global Risk Institute, Chicago Mercantile Exchange, and the Hong Kong Institute for Monetary Research. His industry connections include fellowships with the Canadian Derivatives Institute and certification as a Financial Risk Manager by GARP.

As Director of the McGill Luxembourg Centre for Finance, he leads an important international collaboration that connects McGill's research expertise with Luxembourg's position as a major European financial center. His work bridges academia and practice through connections with institutions like the World Economic Forum, where he served as a Fellow at the Global Future Councils.